How to parse Ajax HTML response?

How to parse Ajax HTML response?

I am using jQuery for ajax call and receives HTML as a response.
 
Response I am getting is
 
 <TR>
        <th> Employee Id</th>
        <th> First Name</th>
        <th> Last Name</th>
</tr>


<TR>
<TR>
    <TD>1</TD>
    <TD>Debopam</TD>
    <TD>Poddar</TD>
</TR>




I would like to parse this response and fetch "1","Debopam" and "Poddar" from the response HTML. How to do this and is there any way to parse it using jQuery selector.
I don't want to use split.